Go to File > Export Project. This will open a dialog asking for the directory where you want to place the folder where all the files necessary for your game
(including engine files and game file) will be in.

So, for example, if your game is called "MyFirstNovel" and you choose "C:\" as the directory, all the files will be under "C:\MyFirstNovel". If there's already a directory in "C:\"
with that name, the name of the folder will change to "MyFirstNovel1". Of course if there's already a "MyFirstNovel1", the number will keep incrementing until the directory
can be created without removing an existing one.

Online Distribution (recommended)

Online is the recommended way of distributing your games. The reason for this is that offline distribution has some limitations (at least, right now).

It's also important to note that to set up your game online doesn't require any special knowledge. You just need to have an account on one of the many storage services out there,
like {Dropbox} for example. In the case of {Dropbox} you just need to create a folder inside the {Dropbox}'s Public folder. Upload all the files that were {previously exported}
(using the above example, all the files under "C:\MyFirstNovel") to that folder you've just created in {Dropbox}.

Offline Distribution

The problem

Although offline distribution is less recommended, it's still possible with some limitations (for now).
The problem (now) with offline distribution has to do with browser limitations. Most browsers, like Google Chrome, Internet Explorer and others, for security reasons,
limit their functionality when loading HTML pages using the {file protocol} instead of the {HTTP} protocol.
Browsers use the {file protocol} when opening local HTML pages (e.g. when double-clicking an HTML file), because to open with the {HTTP} protocol you need a web server
that serves the files using the {HTTP} "language".

Note: You don't need to worry about this if you run the game through the {Editor}. The {Editor} will create a simple {HTTP} server that will make the game run on any browser without the limitations mentioned above.

Current solution(s)

Test your game(s) using the {Editor} with any browser and then deploy it online.